-37.7%
RBLX vs ESTC
-22.2%
-15.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.5% | +8.8% | +6.6% |
| 7D | +12.4% | -8.1% | +20.5% | +16.7% |
| 30D | +19.7% | +31.7% | -12.0% | +1.5% |
| 3M | -0.1% | +41.1% | -41.1% | -18.9% |
| 6M | -35.7% | +77.1% | -112.8% | -54.5% |
| YTD | -46.6% | +21.7% | -68.3% | -54.6% |
| 1Y | -66.6% | +8.4% | -75.0% | -70.5% |
| 3Y | +52.3% | +23.6% | +28.7% | -6.3% |
| 5Y | -47.7% | -46.5% | -1.3% | -40.4% |
| All | -37.7% | -22.2% | -15.5% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling